Last Update: 22 Sep 2019 8:15 GMT+0
The Canada 10Y Government Bond has a 1.387% yield.
10 Years vs 2 Years bond spread is -18.7 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.75%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 30.50 and implied probability of default is 0.51%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -12.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -15.2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -18.7 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 30.50 | +10.91 % | +10.11 % | -7.58 % | 0.51 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.620% | -8.0 bp | -3.5 bp | ||||||
| 2 months | 1.635% | +0.5 bp | -2.0 bp | ||||||
| 3 months | 1.630% | 0.0 bp | -2.0 bp | ||||||
| 6 months | 1.650% | +1.0 bp | -0.5 bp | ||||||
| 1 year | 1.700% | +10.0 bp | +6.0 bp | 98.33 | -0.10 % | -0.06 % | |||
| 2 years | 1.574% | +11.6 bp | +3.9 bp | 96.92 | -0.24 % | -0.08 % | |||
| 3 years | 1.521% | +10.8 bp | -0.7 bp | 95.57 | -0.32 % | +0.02 % | |||
| 4 years | 1.467% | +8.9 bp | -5.9 bp | 94.34 | -0.35 % | +0.23 % | |||
| 5 years | 1.422% | +9.9 bp | -6.2 bp | 93.18 | -0.49 % | +0.30 % | |||
| 7 years | 1.395% | +8.9 bp | -12.3 bp | 90.76 | -0.61 % | +0.86 % | |||
| 10 years | 1.387% | +10.2 bp | -21.0 bp | 87.13 | -1.00 % | +2.09 % | |||
| 20 years | 1.518% | +2.7 bp | -31.1 bp | 73.98 | -0.54 % | +6.31 % | |||
| 30 years | 1.538% | +2.1 bp | -35.5 bp | 63.26 | -0.63 % | +11.04 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.387% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 191.2 bp | -1.4 | +29.6 | ||
| France 10Y | 160.8 bp | -3.4 | +36.8 | ||
| Japan 10Y | 160.2 bp | +7.7 | -6.6 | ||
| Spain 10Y | 113.5 bp | +1.2 | +63.2 | ||
| United Kingdom 10Y | 76.3 bp | -0.3 | +18.3 | ||
| Italy 10Y | 45.6 bp | +47.6 | +134.8 | ||
| Australia 10Y | 36.5 bp | +3.5 | +53.4 | ||
| United States 10Y | -33.5 bp | -1.0 | +50.5 | ||
| China 10Y | -173.1 bp | +6.1 | -19.0 | ||
| India 10Y | -539.5 bp | -12.6 | +51.2 | ||
| Russia 10Y | -562.3 bp | +29.2 | +109.0 | ||
| Brazil 10Y | -569.3 bp | +24.2 | +176.0 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.538% | 63.26 | 87.15 | 134.92 | 182.70 | 230.47 | 278.24 | |
| 20 years | 1.518% | 73.98 | 91.12 | 125.40 | 159.68 | 193.95 | 228.23 | |
| 10 years | 1.387% | 87.13 | 96.41 | 114.96 | 133.52 | 152.08 | 170.63 | |
| 7 years | 1.395% | 90.76 | 97.38 | 110.63 | 123.88 | 137.13 | 150.38 | |
| 5 years | 1.422% | 93.18 | 97.98 | 107.56 | 117.15 | 126.74 | 136.33 | |
| 4 years | 1.467% | 94.34 | 98.20 | 105.91 | 113.63 | 121.34 | 129.06 | |
| 3 years | 1.521% | 95.57 | 98.48 | 104.31 | 110.13 | 115.95 | 121.77 | |
| 2 years | 1.574% | 96.92 | 98.88 | 102.79 | 106.69 | 110.60 | 114.51 | |
| 1 year | 1.700% | 98.33 | 99.31 | 101.28 | 103.24 | 105.21 | 107.18 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||